+1,015.5%
FCX vs BEN
+1,345.1%
-329.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -1.7% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | +4.8% | -0.5% | +5.4% | +5.1% |
| 3M | +4.6% | +9.7% | -5.1% | -0.6% |
| 6M | +10.8% | +33.9% | -23.1% | -6.1% |
| YTD | +44.2% | +49.0% | -4.8% | +14.4% |
| 1Y | +59.6% | +42.1% | +17.5% | +29.8% |
| 3Y | +82.2% | +51.9% | +30.4% | +38.8% |
| 5Y | +115.6% | +39.0% | +76.6% | +69.4% |
| 10Y | +670.6% | +57.9% | +612.7% | +450.0% |
| All | +1,015.5% | +1,345.1% | -329.6% | +360.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling